Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,28% | 3,46 CHF | 3,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 065 070 CHF | 356 024 CHF | 91,43% | 91,43% |
19/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 050 490 CHF | 351 163 CHF | 99,43% | 99,43% |
18/11/2024 | 0,29% | 3,58 CHF | 3,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 039 640 CHF | 347 547 CHF | 97,71% | 97,71% |
15/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 042 360 CHF | 348 455 CHF | 99,43% | 99,43% |
14/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 086 040 CHF | 363 013 CHF | 99,43% | 99,43% |
13/11/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 112 020 CHF | 371 672 CHF | 94,67% | 94,67% |
12/11/2024 | 0,26% | 3,75 CHF | 3,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 149 830 CHF | 384 277 CHF | 89,42% | 89,42% |
11/11/2024 | 0,38% | 3,88 CHF | 3,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 165 420 CHF | 389 945 CHF | 98,97% | 98,97% |
08/11/2024 | 0,38% | 3,95 CHF | 3,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 185 390 CHF | 396 631 CHF | 93,80% | 93,80% |
07/11/2024 | 0,39% | 3,90 CHF | 3,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 151 000 CHF | 385 168 CHF | 98,69% | 98,69% |